If you are talking of copying IOF outputs to datasets then this can be achieved by selecting the job in IOF and then type SD at command line and hit enter. This should throw up a new panel where you can give the name of a dataset and allocate tracks to it. After this hit enter and this takes you back to the selected job. Here at command line you can type SNAP and hit enter and the all the data from the job will be captured in the dataset.

I think you can type 'XD' at the SDSF panel as a line command on the sysout that you want a print of. This will open a a new panel where you can give DD and dispostion of the file where you want to write the output to.??